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16.75% (16.75% p.a.) Barrier Reverse Convertible on Alcoa Corporation

  • Valor 118295506
  • ISIN CH1182955067
  • Symbol RAAADV
Bid (indicative)%
Ask (indicative)
CurrencyUSD
Price on
Sell
Buy
Barrier hit on 26/09/2022 at 18:35
Alcoa CorporationUSD 
Please note that this is an indication.

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Key data
Barrier reached26/09/2022
Riskbuffer31.40%
Interest
Coupon (Coupon p.a.)16.75% (16.75%)
Accrued interest9.82%
Premium component14.6172%
Interest share2.1328%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing27/04/2022
First Trading Day03/05/2022
Payment date04/05/2022
Final fixing27/04/2023
Redemption04/05/2023
Sustainability feature
--

Current price information

Intraday1 week1 monthSince emission
until
Product Underlying

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Performance
UnderlyingClosing PriceStrike PriceBarrierBuffer
USD 50.39USD 69.08USD 34.5431.40%

No chart available

Key data
Barrier reached26/09/2022
Riskbuffer31.40%
Interest
Coupon (Coupon p.a.)16.75% (16.75%)
Accrued interest9.82%
Premium component14.6172%
Interest share2.1328%
Day count convention30/360
Pricingclean
Life cycle
Initial fixing27/04/2022
First Trading Day03/05/2022
Payment date04/05/2022
Final fixing27/04/2023
Redemption04/05/2023
Sustainability feature
--
Figures
SSPA categorisationBarriere Reverse Convertible
Nominal valueUSD 1,000.00
Reference currencyUSD
QuantoNo
Strike price

Reference price of the underlying used to calculate the cash settlement on expiry of the warrant. In cases of physical delivery it is the price at which the underlying is bought (call) or sold (put). Also called: exercise price

USD 69.08
BarrierUSD 34.54 (50.00%)
Barrier observationcontinuous
Underlying/
ISIN of underlying
Alcoa Corp.
US0138721065
Spot reference priceUSD 69.08
Ratio14.47597
ListingSIX Structured Products Exchange
Additional conditions
IssuerVontobel Financial Products Ltd., DIFC Dubai
GuarantorVontobel Holding AG, Zurich
Lead ManagerBank Vontobel AG, Zurich
Redemption / deliveryphysical delivery
Issuance ProgrammeLink to the Issuance Program

Documents